Mean-square H∞ filtering for stochastic systems: Application to a 2DOF helicopter

This paper designs the central finite-dimensional H1 filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold g with respect to a modified Bolza–Meyer quadratic criterion including the attenuation control term with the opposite sign. The original H1 filtering problem for a linear stochastic system is reduced to the corresponding mean-square H2 filtering problem, using the technique proposed in Doyle (1989) [1]. In the example, the designed filter is applied to estimation of the pitch and yaw angles of a two degrees of freedom (2DOF) helicopter. & 2011 Elsevier B.V. All rights reserved.